I would like to know how to answer these five questions. Thank you very much

3. Provide two definitions of a 2-dimensional copula and explain why they are equivalent. 4. Let L be a random loss with continuous cumulative distribution function F and let h:RR be a continuous and strictly increasing function. Show that VaR(h(L))=h(VaR(L)) for every (0,1) 5. Define a Poisson Mixture model and explain how it can be used for modelling defaults. 6. Explain what CrediMetrix is and why it can be seen as a threshold model. 8. Define the linear correlation coefficient for measuring dependence and list three of its drawbacks